bayesline.api.equity.FactorModelApi.exposures

abstract FactorModelApi.exposures(*, start: str | date | datetime | None = None, end: str | date | datetime | None = None, id_type: Literal['bayesid', 'ticker', 'composite_figi', 'cik', 'cusip8', 'cusip9', 'isin', 'sedol6', 'sedol7', 'proxy', 'name'] | None = None, stage: int = 1) → DataFrame

Obtains the risk model exposures for this risk model.

Parameters

start: DateLike, optional

The start date of the data to return, inclusive.

end: DateLike, optional

The end date of the data to return, inclusive.

id_type: IdType, optional

The id type to return asset ids in, e.g. ticker. The given id type must be supported by the linked universe.

stage: int, default=1,

The stage of the factor model to return exposures for, of the potentially multi-stage regression. Default to 1 (the first stage).

Raises

ValueError

If the given id type is not supported or date range is invalid.

Returns

pl.DataFrame

The data for the given date range with the first two column as the date and asset id. The remaining columns are the individual styles.